+1,250.3%
EWY vs TXN
+507.3%
+743.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | 0.0% |
| 7D | +6.7% | +2.7% | +4.0% | +5.5% |
| 30D | +17.0% | -6.7% | +23.7% | +20.4% |
| 3M | +3.7% | -8.9% | +12.6% | +8.8% |
| 6M | +42.5% | +34.7% | +7.8% | +26.6% |
| YTD | +96.2% | +53.3% | +42.9% | +64.9% |
| 1Y | +160.4% | +45.0% | +115.3% | +122.9% |
| 3Y | +231.7% | +73.1% | +158.6% | +154.6% |
| 5Y | +153.3% | +59.9% | +93.3% | +98.2% |
| 10Y | +308.8% | +415.7% | -106.8% | +94.2% |
| All | +1,250.3% | +507.3% | +743.1% | +291.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TXN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling